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| Format: | Recurso digital |
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Zenodo
2025
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| Online Access: | https://doi.org/10.5281/zenodo.17365295 |
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Table of Contents:
- <div>This paper demonstrates how the value of an option can be estimated under the assumption of the double-Heston model within a message-based architecture. For the path-tracing simulation, the continuous model will be discretized using an Euler time-stepping scheme.</div>